Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 2.45% | 0.71 CHF | 0.73 CHF | 50,000 | 50,000 | 88,792 | 88,167 | 63,030 CHF | 64,039 CHF | 98.58% | 98.58% |
14/05/2024 | 2.14% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 79,878 | 75,000 | 54,409 CHF | 52,195 CHF | 92.95% | 92.95% |
13/05/2024 | 2.12% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,687 CHF | 58,925 CHF | 95.75% | 95.75% |
10/05/2024 | 2.11% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,048 CHF | 79,715 CHF | 99.52% | 99.52% |
08/05/2024 | 2.14% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,410 CHF | 69,886 CHF | 98.96% | 98.96% |
07/05/2024 | 2.32% | 0.65 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,097 CHF | 65,597 CHF | 95.68% | 95.68% |
06/05/2024 | 2.51% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,508 CHF | 62,045 CHF | 94.73% | 94.73% |
03/05/2024 | 2.55% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,570 CHF | 59,054 CHF | 95.69% | 95.69% |
02/05/2024 | 2.58% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,784 CHF | 59,296 CHF | 99.00% | 99.00% |
30/04/2024 | 2.66% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,288 CHF | 60,884 CHF | 100.00% | 100.00% |